+33.5%
BN vs UUUU
+111.0%
-77.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.3% | +5.1% | -0.3% |
| 7D | -5.9% | -5.0% | -0.8% | -5.2% |
| 30D | -15.1% | -7.8% | -7.3% | -14.2% |
| 3M | -14.6% | -0.4% | -14.1% | -15.3% |
| 6M | -8.4% | -32.9% | +24.5% | -4.6% |
| YTD | -16.8% | -6.3% | -10.5% | -19.7% |
| 1Y | -14.4% | +7.9% | -22.3% | -21.8% |
| 3Y | +70.1% | +85.2% | -15.1% | +30.2% |
| 5Y | +33.5% | +97.0% | -63.4% | -4.7% |
| All | +33.5% | +111.0% | -77.5% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded UUUU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling